CME British Pound Future March 2012
Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.6350 |
1.6460 |
0.0110 |
0.7% |
1.6320 |
High |
1.6350 |
1.6464 |
0.0114 |
0.7% |
1.6320 |
Low |
1.6350 |
1.6400 |
0.0050 |
0.3% |
1.6130 |
Close |
1.6350 |
1.6418 |
0.0068 |
0.4% |
1.6247 |
Range |
0.0000 |
0.0064 |
0.0064 |
|
0.0190 |
ATR |
0.0071 |
0.0074 |
0.0003 |
4.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6619 |
1.6583 |
1.6453 |
|
R3 |
1.6555 |
1.6519 |
1.6436 |
|
R2 |
1.6491 |
1.6491 |
1.6430 |
|
R1 |
1.6455 |
1.6455 |
1.6424 |
1.6441 |
PP |
1.6427 |
1.6427 |
1.6427 |
1.6421 |
S1 |
1.6391 |
1.6391 |
1.6412 |
1.6377 |
S2 |
1.6363 |
1.6363 |
1.6406 |
|
S3 |
1.6299 |
1.6327 |
1.6400 |
|
S4 |
1.6235 |
1.6263 |
1.6383 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6802 |
1.6715 |
1.6352 |
|
R3 |
1.6612 |
1.6525 |
1.6299 |
|
R2 |
1.6422 |
1.6422 |
1.6282 |
|
R1 |
1.6335 |
1.6335 |
1.6264 |
1.6284 |
PP |
1.6232 |
1.6232 |
1.6232 |
1.6207 |
S1 |
1.6145 |
1.6145 |
1.6230 |
1.6094 |
S2 |
1.6042 |
1.6042 |
1.6212 |
|
S3 |
1.5852 |
1.5955 |
1.6195 |
|
S4 |
1.5662 |
1.5765 |
1.6143 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6464 |
1.6130 |
0.0334 |
2.0% |
0.0013 |
0.1% |
86% |
True |
False |
1 |
10 |
1.6464 |
1.6130 |
0.0334 |
2.0% |
0.0012 |
0.1% |
86% |
True |
False |
2 |
20 |
1.6464 |
1.6118 |
0.0346 |
2.1% |
0.0006 |
0.0% |
87% |
True |
False |
1 |
40 |
1.6464 |
1.5863 |
0.0601 |
3.7% |
0.0003 |
0.0% |
92% |
True |
False |
1 |
60 |
1.6464 |
1.5863 |
0.0601 |
3.7% |
0.0002 |
0.0% |
92% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6736 |
2.618 |
1.6632 |
1.618 |
1.6568 |
1.000 |
1.6528 |
0.618 |
1.6504 |
HIGH |
1.6464 |
0.618 |
1.6440 |
0.500 |
1.6432 |
0.382 |
1.6424 |
LOW |
1.6400 |
0.618 |
1.6360 |
1.000 |
1.6336 |
1.618 |
1.6296 |
2.618 |
1.6232 |
4.250 |
1.6128 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6432 |
1.6397 |
PP |
1.6427 |
1.6376 |
S1 |
1.6423 |
1.6356 |
|